A Poisson Limit Theorem for Reliability Models Based on Markov Chains

DOI10.1080/03610920500439331MaRDI QIDQ5201481zbMATH OpenOpenAlexFDO

Authors James Ledoux

Publication date 19 April 2006

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920500439331

zbMATH Keywords

filteringcompound Poisson approximationtime inhomogeneous Markov chaindiscrete-time multivariate point process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Filtering in stochastic control theory (93E11) Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17) Markov renewal processes, semi-Markov processes (60K15) Limit theorems in probability theory (60F99)

Recommendations

• Poisson approximation for some point processes in reliability
• A poisson approximation to the stream of lost customers in a multilinear queuing system with rare losses
• Compound poisson approximation in systems reliability
• The limit of sum of Markov Bernoulli variables in system reliability evaluation
• scientific article; zbMATH DE number 3976053

Cites work

• scientific article; zbMATH DE number 3680816 (Why is no real title available?)
• scientific article; zbMATH DE number 52632 (Why is no real title available?)
• scientific article; zbMATH DE number 3519671 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A User-Oriented Software Reliability Model
• A general Poisson approximation theorem
• Additive Markov processes
• Averaging in Markov models with fast Markov switches and applications to queueing models
• Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit
• Filtered statistical models and Hellinger processes
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Markov Processes with Homogeneous Second Component, II
• Markov additive processes. I
• Poisson approximation for some point processes in reliability
• Poisson approximation, compensators and coupling
• Rare events in queueing systems -- A survey
• Recursive estimation from discrete-time point processes
• Recursive filters for partially observable finite Markov chains
• Some Poisson approximations using compensators
• Stein's method, Palm theory and Poisson process approximation.
• Switching processes: Averaging principle, diffusion approximation and applications
• The convergence of Cesaro averages for certain nonstationary Markov chains
• The rate of convergence of certain nonhomogeneous Markov chains
• Weak and Strong Convergence of the Distributions of Counting Processes

Cited in

(6)

• Outcrossing rates of marked Poisson cluster processes in structural reliability
• Central limit theorem for a family of reliability measures
• Poisson approximation for some point processes in reliability
• scientific article; zbMATH DE number 777864 (Why is no real title available?)
• A poisson approximation to the stream of lost customers in a multilinear queuing system with rare losses
• The limit of sum of Markov Bernoulli variables in system reliability evaluation

This page was built for publication: A Poisson Limit Theorem for Reliability Models Based on Markov Chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5201481)